+1,736.5%
ETN vs LDOS
+494.7%
+1,241.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.2% |
| 7D | +2.0% | -5.4% | +7.4% | +4.4% |
| 30D | -7.9% | +4.9% | -12.8% | -10.0% |
| 3M | -1.6% | +7.2% | -8.8% | -5.6% |
| 6M | +16.9% | -24.2% | +41.1% | +29.5% |
| YTD | +30.1% | -25.8% | +55.9% | +43.4% |
| 1Y | +19.3% | -24.7% | +44.0% | +30.4% |
| 3Y | +82.5% | +39.3% | +43.2% | +45.9% |
| 5Y | +166.8% | +43.3% | +123.5% | +105.6% |
| 10Y | +649.7% | +278.6% | +371.1% | +259.7% |
| All | +1,736.5% | +494.7% | +1,241.8% | +544.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling